#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL.Indexes;
using Cephei.QL;
namespace Cephei.QL.Cashflows
{
    /// <summary> 
	/// ! Also allowing for the inflated notional at the end... especially if there is only one date in the schedule. If a fixedRate is zero you get a FixedRateCoupon, otherwise you get a ZeroInflationCoupon.  payoff is: spread + fixedRate x index
	/// </summary>
    [Guid ("8503B933-5EE8-47ff-98EB-FC636A03BAD0"),ComVisible(true)]
	public interface ICPILeg 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithCaps(Cephei.Core.IVector<Double> caps);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithFixedRates(Cephei.Core.IVector<Double> fixedRates);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithFixingDays(Cephei.Core.IVector<UInt32> fixingDays);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithFloors(Cephei.Core.IVector<Double> floors);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithNotionals(Cephei.Core.IVector<Double> notionals);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithObservationInterpolation(QL.Cashflows.CPI.InterpolationTypeEnum interp);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithPaymentAdjustment(QL.Times.BusinessDayConventionEnum convention);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithPaymentDayCounter(Cephei.QL.Times.IDayCounter dayCounter);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithSpreads(Cephei.Core.IVector<Double> spreads);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.ICPILeg WithSubtractInflationNominal(Boolean growthOnly);
    }   

    /// <summary> 
	/// ! Also allowing for the inflated notional at the end... especially if there is only one date in the schedule. If a fixedRate is zero you get a FixedRateCoupon, otherwise you get a ZeroInflationCoupon.  payoff is: spread + fixedRate x index Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ICPILeg_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    ICPILeg Create (Cephei.QL.Times.ISchedule schedule, Cephei.QL.Indexes.IZeroInflationIndex index, Double baseCPI, Cephei.QL.Times.IPeriod observationLag);
    }
}

